WinSetFileIcon sets the icon for the file specified by pFileName to the icon specified by picon.

#define INCL_WINPOINTERS
#include <os2.h>

PSZ          pFileName;  /*  Pointer to file name. */
PICONINFO    picon;      /*  A pointer to an ICONINFO structure containing an icon specification. */
BOOL         rc;         /*  Success indicator. */

rc = WinSetFileIcon(pFileName, picon);